The file that originally came from the UOW link, same as you've tried, came down as vlc-0.8.6i-win32.7z . When double clicked, it defaulted to winRAR for unzipping and did what I described above. A file which I downloaded this morning from the same location,
http://www.videolan.org/mirror.html?mir ... -win32.exe, goes into install when double clicked. I can only assume that the file which was at UOW last week is not there today. A file which downloaded from the Japanese mirror at
http://www.videolan.org/mirror.html?mir ... -win32.exe site worked first time. I still have the original UOW zipped file set on my PC and it still does the same trick.
Looking at the links you have listed in your reply, they point to a zip fileset, while the links at the VLC download page point to filesets with exe extensions. When I download the file from your link, it comes down in zipped format - when unpacking by WinRAR, the only executable file is VLC.exe. Running it does exactly the same trick as the original UOW download - it opens and runs VLC, but does not install.